Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49370.49 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45306.15 Kr¶

PnL: ---------------------------------------> 250.15 Kr¶

DD now: ---------------------------------> -7.059 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 10:23:59.793546'

Anic Portfolio¶

Today¶

Return: -0.7 %¶

This Week¶

Return: 0.137 %¶

Total portfolio value¶

Return including deposits: 61.626 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.140000 1665.360000 196.360000 13.370000 1468.999998
Orrön Energy 180 -0.530000 2190.600000 147.600000 7.220000 2043.000000
Sedana Medical 93 -2.590000 2592.840000 71.840000 2.850000 2521.000011
Atrium Ljungberg B 5 -0.200000 993.000000 58.000000 6.200000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
VEF 909 -1.140000 1887.080000 37.080000 2.000000 1850.000436
Hexatronic Group 12 0.140000 1003.200000 36.200000 3.740000 966.999996
Sagax B 4 -0.940000 888.800000 34.800000 4.070000 854.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
Hoist Finance 35 -0.340000 1013.250000 33.250000 3.390000 980.000000
Catena 2 -1.760000 824.000000 32.000000 4.040000 792.000000
JM 6 -0.800000 895.200000 31.200000 3.610000 864.000000
OX2 13 2.720000 980.850000 30.850000 3.250000 949.999999
Bilia A 8 0.090000 916.800000 16.800000 1.870000 900.000000
BioGaia B 8 -0.590000 944.800000 14.800000 1.590000 930.000000
HEXPOL B 9 0.700000 1035.000000 14.000000 1.370000 1020.999996
Gränges 9 -0.100000 941.400000 13.400000 1.440000 927.999999
Biotage 7 -0.730000 950.600000 9.600000 1.020000 940.999997
Byggmax Group 33 -1.360000 960.300000 4.300000 0.450000 956.000001
AcadeMedia 8 -0.890000 402.800000 0.800000 0.200000 402.000000
Clas Ohlson B 12 -1.160000 972.600000 -0.400000 -0.040000 972.999996
ASSA ABLOY B 3 -0.730000 774.000000 -5.000000 -0.640000 779.000001
EQT 4 -1.670000 822.400000 -9.600000 -1.150000 832.000000
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
SKF B 5 -0.110000 917.250000 -22.750000 -2.420000 940.000000
Addnode Group B 11 -0.430000 898.150000 -22.850000 -2.480000 921.000003
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Indutrade 5 -0.710000 1181.500000 -36.500000 -3.000000 1218.000000
Vitec Software Group B 2 -1.890000 1039.000000 -48.000000 -4.420000 1087.000000
Latour B 4 -0.930000 808.400000 -48.600000 -5.670000 857.000000
Bufab 3 -1.090000 1039.200000 -69.800000 -6.290000 1109.000001
Hexagon B 26 -1.820000 3370.900000 -90.100000 -2.600000 3461.000010
BHG Group 97 -0.910000 1368.670000 -90.330000 -6.190000 1458.999989
INVISIO 16 -0.660000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 45306.150000 250.150000 -7.05918% 45056.000411

Updated:¶

'2023-07-05 10:24:16.514961'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶